Signal or noise? This is the classical question that guides a considerable amount of work in computational finance and in data mining. This research paper evaluates competing sentiment indicators for EUR/USD trading and identifies those with the highest predictive value for future exchange rate developments. Sentiment indicators are based on different types of sources, e.g. traditional online news, forum posts, and tweets. Findings show a clear winner from these competitors. All details can be found in the full paper which is available for download on request.

• Discussion of which online source carries highest predictive value concerning EUR/USD exchange rate
• Unique study of intraday sentiment indicators over a history of 40 months+
• Comprehensive comparison of indicators based on tweets, forum posts, news
• Discussion of robustness of results, demonstrates viable trading model

This white paper has been published successfully on the latest International Conference on Information Systems (ICIS) 2017 in Seoul, South Korea.

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